+641.7%
BE vs FLUT
-22.4%
+664.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | -13.4% | -1.5% | -11.9% | -13.1% |
| 30D | -33.9% | +3.4% | -37.3% | -34.7% |
| 3M | -12.0% | -12.5% | +0.5% | -10.1% |
| 6M | -29.0% | -18.5% | -10.5% | -28.5% |
| YTD | +113.4% | -61.6% | +175.0% | +168.2% |
| 1Y | +33.2% | -64.1% | +97.3% | +72.0% |
| 3Y | +1,659.2% | -44.5% | +1,703.7% | +1,860.7% |
| 5Y | +461.4% | -51.3% | +512.7% | +513.0% |
| All | +641.7% | -22.4% | +664.1% | +595.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling